We present the design and implementation of return value prediction in SableVM, a Java Virtual Machine. We give detailed results for the full SPEC JVM98 benchmark suite, and compare our results with previous, more limited data. At the performance limit of existing last value, stride, 2-delta stride, parameter stride, and context (FCM) sub-predictors in a hybrid, we achieve an average accuracy o...

We propose a rationale for why firms often return to the equity market shortly after their initial public offering (IPO). argue that hard value conduct smaller IPOs, and they conditional on positive valuation signal. This is driven by two-way learning, as information complements both corporate disclosure internal available management. In contrast prior studies, we find asymmetry not necessary c...

Markowitz model is the first modern formulation of portfolio optimization problem. Relyingon historical return of stocks as basic information and using variance as a risk measure aretow drawbacks of this model. Since Markowitz model has been presented, many effortshave been done to remove theses drawbacks. On one hand several better risk measures havebeen introduced and proper models have been ...

this study examines the empirical validity of claims that value stocks (stocks with high ratios of book value to price) have higher average returns than growth stocks (stocks with low book-to-market ratios). the analyses are performed using data pertaining to 70 firms for the period 1381-1389 and used the panel data methodology. this paper contains significant and consistent results. the result...